#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#pragma unmanaged 
#include <ql\experimental\barrieroption\perturbativebarrieroptionengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Processes;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Barrieroption {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IPerturbativeBarrierOptionEngine
	public ref class CPerturbativeBarrierOptionEngine  : 
            public Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine
	{
	protected: 
		boost::shared_ptr<QuantLib::PerturbativeBarrierOptionEngine>* _ppPerturbativeBarrierOptionEngine;
        boost::detail::spinlock* _pSpinlock;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::PerturbativeBarrierOptionEngine>* _phPerturbativeBarrierOptionEngine;
#endif
		Object^ _PerturbativeBarrierOptionEngineOwner;     // reference to object that manages the storage for this object
	internal:
		CPerturbativeBarrierOptionEngine (Cephei::QL::Processes::IGeneralizedBlackScholesProcess^ process, Microsoft::FSharp::Core::FSharpOption<UInt32>^ order, Microsoft::FSharp::Core::FSharpOption<Boolean>^ zeroGamma);
        CPerturbativeBarrierOptionEngine (boost::shared_ptr<QuantLib::PerturbativeBarrierOptionEngine>& childNative, Object^ owner);
        CPerturbativeBarrierOptionEngine (QuantLib::PerturbativeBarrierOptionEngine& childNative, Object^ owner);
        CPerturbativeBarrierOptionEngine (CPerturbativeBarrierOptionEngine^ copy);
        CPerturbativeBarrierOptionEngine (PLATFORM::Type^ t);
#ifdef STRUCT
        CPerturbativeBarrierOptionEngine (QuantLib::PerturbativeBarrierOptionEngine childNative);
#endif       
#ifdef HANDLE
		CPerturbativeBarrierOptionEngine (QuantLib::Handle<QuantLib::PerturbativeBarrierOptionEngine>& childNative, Object^ owner);
		CPerturbativeBarrierOptionEngine (QuantLib::Handle<QuantLib::PerturbativeBarrierOptionEngine> childNative);
#endif
		virtual ~CPerturbativeBarrierOptionEngine ();
		!CPerturbativeBarrierOptionEngine ();

	internal:
		QuantLib::PerturbativeBarrierOptionEngine& GetReference ();
		boost::shared_ptr<QuantLib::PerturbativeBarrierOptionEngine>& GetShared ();
		QuantLib::PerturbativeBarrierOptionEngine* GetPointer ();
        void SetPerturbativeBarrierOptionEngine (boost::shared_ptr<QuantLib::PerturbativeBarrierOptionEngine> native)
        {
            if (_ppPerturbativeBarrierOptionEngine != NULL)
                delete _ppPerturbativeBarrierOptionEngine;
            _ppPerturbativeBarrierOptionEngine = new boost::shared_ptr<QuantLib::PerturbativeBarrierOptionEngine> (native);
            
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::PerturbativeBarrierOptionEngine>& GetHandle ();
#endif
		virtual bool HasNative () ;
		void Lock ()
		{
			if (Cephei::QL::Settings::_ReferenceLocking)
    			_pSpinlock->lock ();
		}
		void Unlock ()
		{
			_pSpinlock->unlock ();
		}
    public:
        property Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine^ Calculate 
        {
		    virtual Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Barrieroption::IPerturbativeBarrierOptionEngine_Factory::typeid)]
	public ref class CPerturbativeBarrierOptionEngine_Factory sealed : public IPerturbativeBarrierOptionEngine_Factory
	{
	public:
        virtual IPerturbativeBarrierOptionEngine^ Create (Cephei::QL::Processes::IGeneralizedBlackScholesProcess^ process, Microsoft::FSharp::Core::FSharpOption<UInt32>^ order, Microsoft::FSharp::Core::FSharpOption<Boolean>^ zeroGamma);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Barrieroption */}
